A class of autoregressive models for predicting the final claims amount
type: Item
instance of: scholarly article
title: A class of autoregressive models for predicting the final claims amount
zbMATH Open document ID: 0566.62090
DOI: 10.1016/0167-6687(84)90049-0
author: Erhard Kremer
published in: Insurance Mathematics \& Economics
publication date: 1984-01-01T00:00:00Z
review text: The author considers the problem of calculating loss-reserves and uses autoregressive models for forecasting the final claims amount.
reviewed by: Ch.Netzel
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 3903816
zbMATH Keywords: loss-reserves
zbMATH Keywords: autoregressive models
zbMATH Keywords: forecasting the final claims amount
MaRDI profile type: Publication
full work available at URL: 0167-6687(84)90049-0
OpenAlex ID: W2082652868
cites work: Q3881765
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description: scientific article; zbMATH DE number 3903816